Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.S.4: Collateral Swaps

Report Date Reporting Entity PID Product Sub Product Counterparty G-SIB Maturity Amount Maturity Bucket Maturity Optionality Forward Start Amount Forward Start Bucket Collateral Class Collateral Value Treasury Control Settlement Rehypothecated Internal Internal Counterparty Business Line
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 20705.35 Day 58 Yes 280.55 <7 Days E-3 21370.81 No T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 20471.98 Day 58 Yes 926.50 7-30 Days E-4 21562.29 Yes T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 16090.27 Day 58 Yes 498.47 7-30 Days E-5 15920.04 No T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 34647.90 Day 58 Yes 1009.84 <7 Days E-6 37947.52 Yes T+0 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 2369.00 Day 58 No 108.59 31-90 Days E-7 2509.82 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 4332.38 Day 58 Yes 145.63 <7 Days E-8 4085.66 No T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 24758.20 Day 58 No 297.28 31-90 Days E-9 23284.00 Yes T+0 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 23075.30 Day 58 Yes 558.00 <7 Days G-4 22062.75 Yes T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 23591.83 Day 58 Yes 485.86 7-30 Days IG-3 23279.88 No T+1 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 4868.29 Day 58 No 8.10 <7 Days IG-4 5266.80 No T+0 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 16940.69 Day 58 Yes 267.09 <7 Days IG-5 16556.81 Yes T+2 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 38393.70 Day 58 No 1237.90 31-90 Days IG-6 35085.64 Yes T+2 No Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 4301.48 Day 58 No 118.41 7-30 Days IG-7 4201.09 Yes T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 37607.82 Day 58 No 186.44 31-90 Days IG-8 36243.93 No T+1 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 34209.30 Day 58 Yes 1347.50 <7 Days L-1 36823.37 No T+1 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 40559.20 Day 58 No 1909.43 7-30 Days L-10 38567.06 Yes T+0 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 40149.56 Day 58 No 906.08 <7 Days L-11 40184.76 No T+1 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 18671.46 Day 58 Yes 404.92 7-30 Days L-2 19559.23 No T+1 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 12392.53 Day 58 Yes 315.80 7-30 Days L-3 11340.89 Yes T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 29307.82 Day 58 No 1088.49 7-30 Days L-4 31417.30 Yes T+2 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 29072.86 Day 58 Yes 831.66 7-30 Days L-5 28989.66 Yes T+2 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 3007.66 Day 58 Yes 123.95 31-90 Days L-6 2734.97 No T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 42610.31 Day 58 No 1897.64 31-90 Days L-7 44437.33 No T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 5599.87 Day 58 No 25.96 7-30 Days L-8 6141.23 Yes T+2 Yes Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 18658.55 Day 58 No 317.09 <7 Days L-9 16803.13 No T+2 Yes No Funding